Approximating the integral of a multifunction

DOI10.1016/0047-259X(88)90041-3MaRDI QIDQ1105722zbMATH OpenOpenAlexFDO

Authors Roger J.-B. Wets, Zvi Artstein

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(88)90041-3

zbMATH Keywords

approximation of variational problemsinf- convolutionintegral of multifunctionmeasure approximationnumerical proceduresstochastic optimization

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Numerical methods in optimal control (49M99)

Review text

Given a weakly converging sequence of measures, the convergence of the corresponding integrals of a continuous (unbounded) multifunction with values in the Euclidean space is studied. Many counterexamples are given. Applications to variational problems are indicated, using inf-convolution of the normal integrands. A practical guideline for the design of numerical procedures to calculate the integral of multifunction is suggested by results of the chapter devoted to truncation of the multifunctions and measure approximation.

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Cites work

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Cited in

(8)

• Epigraphical analysis
• Invariant measures of differential inclusions applied to singular perturbations
• Approximating multiple integrals of continuous functions by -uniform curves
• Sequential characterization of statistical epi-convergence
• Stability analysis of stochastic programs with second order dominance constraints
• Integration of multifunctions with respect to a multimeasure
• scientific article; zbMATH DE number 3853861 (Why is no real title available?)
• scientific article; zbMATH DE number 26582 (Why is no real title available?)

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